Summary
STOXX industry neutral single and multi-factor indices aim to harvest the risk premia of several academically validated style factors - Value, Momentum, Quality, Size and Low Risk within each ICB industry. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA5UNMOP
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0462360220
Last Value
616.42
-2.09 (-0.34%)
As of
CETWeek to Week Change
0.28%
52 Week Change
53.51%
Year to Date Change
27.29%
Daily Low
615.45
Daily High
623.14
52 Week Low
392.45 — 4 May 2023
52 Week High
622.78 — 22 Mar 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
General Electric Co. | US |
Eli Lilly & Co. | US |
BLACKSTONE A | US |
Microsoft Corp. | US |
MARATHON PETROLEUM | US |
McKesson Corp. | US |
Netflix Inc. | US |
Costco Wholesale Corp. | US |
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Low
High
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